GLOBAL MACRO
Junior member
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Evening Gents,
My experience in trading/Investing so far has been purely directional across a wide range of asset classes which I execute through brokerages. I am looking to include a pairs trading strategy in my investment approach and wish to seek help regarding good software that is available for pairs trading, and which futures platforms are available for DMA.
Essentially what I need is:
Software where I can pick two products, maybe two companies, two Etf's, two bonds, commodities etc..... and simply plot the price data on a chart over 1day, 1month , 3 months extending to at least 30years.
I would like correlations and Betas to be provided for all the timeframes,
and certain portions of the time frames (for example between Dec 07 and Jun 08).
It would also be very useful to backtrack the price movement and compare with important economic news that was released.
This would be a good starting point, but any extra features that are available would be better.
After reading a pairs trading book using a quantitative approach, made me realise you can get as complicated as you want....but simplicity tend to always be the best.
Secondly which Futures platforms are good for DMA.
My experience in trading/Investing so far has been purely directional across a wide range of asset classes which I execute through brokerages. I am looking to include a pairs trading strategy in my investment approach and wish to seek help regarding good software that is available for pairs trading, and which futures platforms are available for DMA.
Essentially what I need is:
Software where I can pick two products, maybe two companies, two Etf's, two bonds, commodities etc..... and simply plot the price data on a chart over 1day, 1month , 3 months extending to at least 30years.
I would like correlations and Betas to be provided for all the timeframes,
and certain portions of the time frames (for example between Dec 07 and Jun 08).
It would also be very useful to backtrack the price movement and compare with important economic news that was released.
This would be a good starting point, but any extra features that are available would be better.
After reading a pairs trading book using a quantitative approach, made me realise you can get as complicated as you want....but simplicity tend to always be the best.
Secondly which Futures platforms are good for DMA.